The question is quite clear i think:
Why don't we have a themed "Screen Locked" anymore?
I was browsing through some old artwork (FC6) and found this:
http://people.redhat.com/dfong/fc6graphics/08screen.png
now i wonder why that wasn't in F7 and seems not to make it in F8 as
well... (i'm not reading anything about that on the art list).

That was a mockup, and I don't think the backend bits to support that
are in place.